Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)

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Primary Data

Project Acronym Projekt Kurzbezeichnung
FAM: CDL PRisMa
 
Project Title (de) Projekttitel (de)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Project Title (en) Projekttitel (en)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
CDG Christian Doppler Forschungsgesellschaft

Publications

Results 141-160 of 284 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
141Hubalek, Friedrich On the Esscher transforms, minimum entropy, and other equivalent martingale measures: From exponential Levy models to a stochastic volatility models with jumpsPräsentation Presentation2008
142Leitner, Johannes Robust Martingale Representations for Marked Point ProcessesPräsentation Presentation2008
143Leitner, Johannes Robust Martingale Representations for Marked Point ProcessesPräsentation Presentation2008
144Gerhold, Stefan On a Certain Functional Equation: Oscillations in the Solutions and their Taylor CoefficientsPräsentation Presentation2008
145Gerhold, Stefan Lévy-Sheffer Systems and the Longstaff-Schwartz Algorithm for American Option PricingPräsentation Presentation2008
146Gerhold, Stefan Lévy-Sheffer Systems and the Longstaff-Schwartz Algorithm for American Option PricingPräsentation Presentation2008
147Temnov, Gregory On the role of asymptotic statistics in the modelling of actuarial dataPräsentation Presentation2008
148Leitner, Johannes Pricing and hedging with globally and instantaneously vanishing riskPräsentation Presentation2008
149Leitner, Johannes Robust Martingale Representations for Marked Point ProcessesPräsentation Presentation2008
150Goldammer, Verena Modeling and Estimation of Dependent Credit Rating TransitionsPräsentation Presentation2008
151Goldammer, Verena Implied Rating ModelsPräsentation Presentation2008
152Schmock, Uwe Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic MinimalityPräsentation Presentation2008
153Schmock, Uwe Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic MinimalityPräsentation Presentation2008
154Altay, Sühan ; Kücüközmen, C. Coskun Linear and non-linear Dependence in the Stock Market Returns: Validity Check of the weak-form efficient Market HypothesisArtikel Article2008
155Reda, Ranja All that Glisters is not GoldArtikel Article2008
156Schachermayer, Walter The only time-consistent law-invariant dynamic convex risk measure is the entropic one?Präsentation Presentation2008
157Schachermayer, Walter In which Financial Markets do Mutual Fund Theorems hold true?Präsentation Presentation2008
158Schachermayer, Walter In which Financial Markets do Mutual Fund Theorems hold true?Präsentation Presentation2008
159Grandits, Peter Optimal investment and optimal divident strategies for an insurance companyPräsentation Presentation2008
160Kainhofer, Reinhold F. Die Erstellung von Rechnungsgrundlagen - Ausflug eines Mathematikers in die PraxisPräsentation Presentation2008